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Morgan Stanley ABS Static Pool Information (Last Update: February 08 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— August 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date8/1/2007
 
Performance Summary
Current Pool Factor14.51%
 
Delinquency Status (*)
30+ Days4.28%
60+ Days1.89%
90+ Days1.14%
120+ Days0.00%
 
Bankruptcy3.76%
Foreclosure2.59%
REO2.65%
 
Cumulative Net Loss0.89%
Loss Severity51.34%
 
Prepayment Experience
1mo CPR20.51%
3mo CPR18.30%
6mo CPR20.59%
9mo CPR26.12%
12mo CPR29.31%
Life CPR41.02%


* Delinquency methodology: OTS